+2,175.0%
MKSI vs STZ
+2,228.1%
-53.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +1.9% | -4.2% | -3.0% |
| 7D | +4.9% | -4.1% | +9.0% | +6.3% |
| 30D | -11.0% | -7.6% | -3.4% | -8.8% |
| 3M | -17.1% | -12.3% | -4.8% | -13.9% |
| 6M | +16.4% | -16.3% | +32.7% | +22.4% |
| YTD | +64.3% | -8.4% | +72.6% | +65.5% |
| 1Y | +137.7% | -10.8% | +148.6% | +141.2% |
| 3Y | +189.1% | -49.0% | +238.1% | +256.2% |
| 5Y | +83.1% | -36.5% | +119.6% | +107.5% |
| 10Y | +509.4% | -10.3% | +519.7% | +496.0% |
| All | +2,175.0% | +2,228.1% | -53.1% | +590.3% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded STZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling